Create control object for hyperparameter tuning with CMAES.

CMA Evolution Strategy with method cmaes::cma_es. Can handle numeric(vector) and integer(vector) hyperparameters, but no dependencies. For integers the internally proposed numeric values are automatically rounded. The sigma variance parameter is initialized to 1/4 of the span of box-constraints per parameter dimension.

Usage

makeTuneControlCMAES(
  same.resampling.instance = TRUE,
  impute.val = NULL,
  start = NULL,
  tune.threshold = FALSE,
  tune.threshold.args = list(),
  log.fun = "default",
  final.dw.perc = NULL,
  budget = NULL,
  ...
)

Arguments

same.resampling.instance

(logical(1))
Should the same resampling instance be used for all evaluations to reduce variance? Default is TRUE.

impute.val

(numeric)
If something goes wrong during optimization (e.g. the learner crashes), this value is fed back to the tuner, so the tuning algorithm does not abort. Imputation is only active if on.learner.error is configured not to stop in configureMlr. It is not stored in the optimization path, an NA and a corresponding error message are logged instead. Note that this value is later multiplied by -1 for maximization measures internally, so you need to enter a larger positive value for maximization here as well. Default is the worst obtainable value of the performance measure you optimize for when you aggregate by mean value, or Inf instead. For multi-criteria optimization pass a vector of imputation values, one for each of your measures, in the same order as your measures.

start

(list)
Named list of initial parameter values.

tune.threshold

(logical(1))
Should the threshold be tuned for the measure at hand, after each hyperparameter evaluation, via tuneThreshold? Only works for classification if the predict type is “prob”. Default is FALSE.

tune.threshold.args

(list)
Further arguments for threshold tuning that are passed down to tuneThreshold. Default is none.

log.fun

(function | character(1))
Function used for logging. If set to “default” (the default), the evaluated design points, the resulting performances, and the runtime will be reported. If set to “memory” the memory usage for each evaluation will also be displayed, with character(1) small increase in run time. Otherwise character(1) function with arguments learner, resampling, measures, par.set, control, opt.path, dob, x, y, remove.nas, stage and prev.stage is expected. The default displays the performance measures, the time needed for evaluating, the currently used memory and the max memory ever used before (the latter two both taken from gc). See the implementation for details.

final.dw.perc

(boolean)
If a Learner wrapped by a makeDownsampleWrapper is used, you can define the value of dw.perc which is used to train the Learner with the final parameter setting found by the tuning. Default is NULL which will not change anything.

budget

(integer(1))
Maximum budget for tuning. This value restricts the number of function evaluations. The budget corresponds to the product of the number of generations (maxit) and the number of offsprings per generation (lambda).

...

(any)
Further control parameters passed to the control arguments of cmaes::cma_es or GenSA::GenSA, as well as towards the tunerConfig argument of irace::irace.

Value

(TuneControlCMAES)

See also

Other tune: TuneControl, getNestedTuneResultsOptPathDf(), getNestedTuneResultsX(), getResamplingIndices(), getTuneResult(), makeModelMultiplexerParamSet(), makeModelMultiplexer(), makeTuneControlDesign(), makeTuneControlGenSA(), makeTuneControlGrid(), makeTuneControlIrace(), makeTuneControlMBO(), makeTuneControlRandom(), makeTuneWrapper(), tuneParams(), tuneThreshold()